I never set a password for my airport express now it asks for one.

Hello Feb361,

Thank you for the question. It sounds like you may need to perform a soft reset of your AirPort Express:

Under what circumstances will I need to do a reset?

Soft reset: Perform this reset if you have forgotten your password. A soft reset resets your password and disables security settings (Access Control and RADIUS settings are temporarily interrupted). Forgetting the password would normally prevent you from connecting to or configuring the device. If you make no changes within five minutes of doing a soft reset, the device will revert back to its former state. All of the device's settings will be available after it has restarted.

What important information should I know before performing a reset?

The device will remain in soft reset mode for five minutes. If you do not make your changes within five minutes of pressing the reset button, you will need to reset it again.

How do I reset my AirPort base station?

Soft reset

1. Connect the device to power and wait for it to complete its start up process. To learn more about the start up process, please see All about Wi-Fi base station Status Lights (LED).
2. Press and hold the reset button with a pen, pencil, or straightened paperclip for 1 full second, then release it. The light (LED) will begin flashing amber, indicating that the device is in soft reset mode.
3. From the AirPort menu bar item, choose the network created by the device (the network name does not change).
4. Open AirPort Utility from Applications > Utilities.
5. Select the base station, then click Edit (The Edit window will indicate that the base station is in Soft Reset mode).
6. Move through the tabs to make changes to your passwords or other settings as needed, and click Update and Continue as required
7. Quit AirPort Utility.

Resetting an AirPort base station FAQ

http://support.apple.com/kb/HT3728

Thank you for using Apple Support Communities.

Best,

Sheila M.